Conditions for strong ergodicity using intensity matrices

DOI10.2307/3214231zbMath0644.60069OpenAlexW2324481550MaRDI QIDQ3787235

Jean T. Johnson, Dean L. Isaacson

Publication date: 1988

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214231

zbMATH Keywords

strong and weak ergodicity

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (12)

On strong ergodicity for nonhomogeneous continuous-time Markov chains ⋮ On \(L_1\)-weak ergodicity of nonhomogeneous discrete Markov processes and its applications ⋮ Continuous-time, constant causative Markov chains ⋮ Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base ⋮ Weak ergodicity of nonhomogeneous Markov chains on noncommutative \(L^1\)-spaces ⋮ On the Ergodicity of Slow-Varying Nonstationary Markov Chains ⋮ Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process ⋮ The Dobrushin ergodicity coefficient and the ergodicity of noncommutative Markov chains ⋮ Stability of birth-and-death processes ⋮ Generalized Dobrushin ergodicity coefficient and ergodicities of non-homogeneous Markov chains ⋮ On the weak ergodicity of nonhomogeneous continuous-time Markov chains ⋮ Uniform stability and weak ergodicity of nonhomogeneous Markov chains defined on ordered Banach spaces with a base

This page was built for publication: Conditions for strong ergodicity using intensity matrices